+114.5%
FE vs MKC
+26.7%
+87.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -0.2% | -4.3% | +4.1% | +1.4% |
| 30D | -1.2% | -3.1% | +1.9% | -0.2% |
| 3M | +1.7% | +6.8% | -5.2% | -1.4% |
| 6M | -7.5% | -18.3% | +10.9% | -1.0% |
| YTD | +6.3% | -23.1% | +29.4% | +15.9% |
| 1Y | +10.9% | -23.7% | +34.5% | +20.8% |
| 3Y | +46.9% | -31.0% | +77.9% | +64.0% |
| 5Y | +47.6% | -33.5% | +81.1% | +63.4% |
| 10Y | +114.5% | +30.3% | +84.2% | +76.0% |
| All | +114.5% | +26.7% | +87.8% | +76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MKC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling